+163.9%
QCOM vs DDOG
+357.0%
-193.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.4% | -1.6% | +1.0% |
| 7D | +2.0% | -2.3% | +4.3% | +2.6% |
| 30D | +1.2% | -35.8% | +37.0% | +11.8% |
| 3M | +9.1% | -25.3% | +34.4% | +15.9% |
| 6M | -25.0% | -8.9% | -16.1% | -25.9% |
| YTD | +4.8% | +35.6% | -30.7% | -8.5% |
| 1Y | +3.6% | -6.8% | +10.4% | -0.5% |
| 3Y | +51.5% | +77.9% | -26.4% | +18.2% |
| 5Y | +19.7% | -3.1% | +22.9% | +0.1% |
| All | +163.9% | +357.0% | -193.1% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DDOG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling